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Finanzmathematik I

Lecture: Prof. Dr. Thilo Meyer-Brandis, Exercises: J. Widenmann

Date and Time

  • Lectures:  Wed 12:15 to 13:45 (Room B 005), Thu 14:15 to 15:45 (Room B 005).
  • Exercises: Thu 16:00 to 17:30 (Room B 005).
  • Tutorial 1: Fri 14:15 to 15:45 (Room B133)
    Tutorial 2: Wed 18:00 to 19:30 (Room B133)
  • Mock Exam: Wed 16/01/2013, 16:00 to 18:00 (Room C123)
  • Repetitorium 1 (Corrections of the Mock Exam, Sorin Nedelcu): Fri 18/01/2013, 12:15 to 13:45 (Quant Lab, Room B120)
  • Repetitorium 2 (Questions and Answers Session, Jan Widenmann): Thu 07/02/2013, 16:00 to 17:30 (Room B005)
    Repetitorium 3 (Questions and Answers Session, Jan Widenmann): Fri 08/02/2013, 10:15: to 11:45 (Quant Lab, Room B120)
  • Exam: Tue 12/02/2013, 10:00 to 12:00 (120 min), (Room C123)
  • Retake Exam: Mon 15/04/2013, 08:00 to 10:00 (120 min), (Room C123)

Further Information

  • In the tutorials the students have the possibility to prepare the problem sheets on their own or in little groups. The tutors will give helpful hints and answers to questions and problems.
  • In the exercises there will be given solutions to selected problems as well as further helpful material to the lectures.
  • There are no restrictions for participating in the exam, but the students are strongly recommended to visit both exercises and tutorials.
  • In order to pass the course, the students have to achieve 50% of the total points in the exam.
  • A retake exam will be provided for students who participate in the main exam or cannot participate in the main exam because of traceable reasons (disease, absence due to universitary duties,...).
    Students that cannot participate in the main exam are requested to prove their reasons of absence (doctor's certificate!,...) within 2 weeks after the main exam at the office of Jan Widenmann.
  • For questions to your corrected problem sheets, please contact the corrector by Email:
  • Results (PDF, 271KB) of the exam (those students who gave a pseudonym).
  • On Friday, February 22nd, 10:00 to 12:00, all students who participated in the exam get the chance to take a look on their corrected exam in room B120 (QuantLab).
  • Information to the retake exam:The exam starts at 08:00 and you will have 120 minutes to solve the problems. In order to arrange an appropriate seating order and to hand out the exams in time, please make sure to arrive until 7:50.You are allowed to use pens (NO PENCILS) in every color except the colors red and green. Moreover, you are allowed to use rulers and non-programmable calculators.
  • Results (PDF, 33KB) of the retake exam (those students who gave a pseudonym).
  • On Friday, April 19th, 10:00 to 12:00, all students who participated in the retake exam get the chance to take a look on their corrected exams in Room B229.

Lecture Notes

Lecture notes (complete) (PDF, 1182KB)

Problem and Answer Sheets

Problem Sheet 01 (PDF, 121KB)                    Answer Sheet 01 (PDF, 188KB)
Problem Sheet 02 (PDF, 134KB)                    Answer Sheet 02 (PDF, 1476KB)
Problem Sheet 03 (PDF, 134KB)                    Answer Sheet 03 (PDF, 907KB)
Problem Sheet 04 (PDF, 115KB)                    Answer Sheet 04 (PDF, 166KB)
Problem Sheet 05 (PDF, 140KB)                    Answer Sheet 05 (PDF, 157KB)
Problem Sheet 06 (PDF, 127KB)                    Answer Sheet 06 (PDF, 160KB)
Problem Sheet 07 (PDF, 133KB)                    Answer Sheet 07 (PDF, 157KB)
Problem Sheet 08 (PDF, 190KB)                    Answer Sheet 08 (PDF, 173KB)
Problem Sheet 09 (PDF, 129KB)                    Answer Sheet 09 (PDF, 154KB)
Problem Sheet 10 (PDF, 148KB)                    Answer Sheet 10 (PDF, 172KB)
Problem Sheet 11 (PDF, 131KB)                    Answer Sheet 11 (PDF, 262KB)